Access Statistics for Owain ap Gwilym

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
In search of concepts: The effects of speculative demand on returns and volume 0 0 2 36 0 0 10 93
Size clustering in the FTSE-100 index futures market 0 0 0 0 1 1 4 8
Sovereign Ratings and Migrations: Emerging Markets 2 2 2 21 2 2 7 70
The Extent and Causes of Sovereign Split Ratings 1 1 4 17 1 1 8 70
The Impact of Sovereign Credit Signals on Bank Share Prices during the European Sovereign Debt Crisis 2 3 16 132 2 6 44 267
The characteristics and evolution of credit default swap trading 0 0 0 0 0 1 6 13
The determinants of CDS Bid-Ask Spreads 0 0 0 0 1 1 2 8
Volatility transmission among the CDS, equity, and bond markets 0 0 0 0 1 3 4 7
Total Working Papers 5 6 24 206 8 15 85 536


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A random effects ordered probit model for rating migrations 0 2 7 83 0 2 14 191
A substitution effect between price clustering and size clustering in credit default swaps 0 0 0 4 1 1 5 31
An analysis of bid-ask spreads on American-and European-style index options 1 1 2 32 2 3 7 159
An empirical comparison of quoted and implied bid-ask spreads on futures contracts 0 0 0 55 0 1 6 222
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading 0 0 0 0 0 1 12 16
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 1 3 1 1 5 168
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence 0 0 0 102 0 0 3 305
Does sovereign creditworthiness affect bank valuations in emerging markets? 1 1 5 8 1 2 18 41
Foreign exchange market reactions to sovereign credit news 0 2 11 83 3 8 31 271
Forward/forward volatilities and the term structure of implied volatility 0 0 1 184 1 1 9 367
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market 0 0 1 1 0 0 4 7
Heterogeneity of sovereign rating migrations in emerging countries 0 2 3 53 0 6 14 193
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements 0 0 0 3 0 0 2 76
Intra‐day volatility components in FTSE‐100 stock index futures 0 0 0 0 0 2 5 10
Leads and lags in sovereign credit ratings 1 6 14 206 3 14 37 451
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe 0 0 2 3 1 1 6 11
Market structure and microstructure, in international interest rate futures markets 0 0 1 45 0 2 5 142
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU 0 0 0 43 0 0 5 126
Open interest, cross listing, and information shocks 0 0 0 0 0 0 2 10
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level 0 0 0 0 1 1 8 65
Price clustering and bid-ask spreads in international bond futures 0 0 2 43 1 1 8 143
Price clustering and underpricing in the IPO aftermarket 0 0 0 29 0 0 7 160
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 0 0 0 33 0 0 4 108
Rating agencies' credit signals: An analysis of sovereign watch and outlook 0 0 5 51 1 2 26 169
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers 0 5 16 205 5 14 48 544
Return reversals and the compass rose: insights from high frequency options data 0 0 1 12 0 1 6 72
Size clustering in the FTSE100 index futures market 0 0 0 0 0 0 1 5
Sovereign rating actions and the implied volatility of stock index options 0 1 1 11 0 2 7 37
Speculate against speculative demand 0 0 0 7 0 0 7 39
Split sovereign ratings and rating migrations in emerging economies 0 0 4 44 1 1 12 167
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading 0 0 0 14 0 0 11 89
Tests of Non-linearity Using LIFFE Futures Transactions Price Data 0 0 0 20 0 0 1 55
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 1 0 0 5 5
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets 0 0 1 29 0 1 7 83
The Components of Electronic Inter-Dealer Spot FX Bid-Ask Spreads 2 3 3 32 2 3 5 108
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity 0 0 0 0 1 1 5 5
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield 0 0 1 104 0 1 5 257
The bid‐ask spread on stock index options: An ordered probit analysis 0 0 0 0 0 0 1 7
The credit signals that matter most for sovereign bond spreads with split rating 0 2 7 21 0 3 14 54
The determinants of trading volume for cross-listed Euribor futures contracts 0 0 1 79 0 1 11 298
The impact of sovereign rating actions on bank ratings in emerging markets 0 3 12 115 2 7 36 421
The intraday relationship between volume and volatility in LIFFE futures markets 0 0 2 95 0 0 12 286
The lead-lag relationship between the FTSE100 stock index and its derivative contracts 0 4 11 224 1 10 50 1,061
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market 0 0 2 59 0 1 11 159
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis 0 3 11 52 2 8 48 172
Trade size clustering and the cost of trading at the London Stock Exchange 0 0 2 6 0 0 6 45
Volatility forecasting in the framework of the option expiry cycle 0 2 8 136 0 2 18 423
Total Journal Articles 5 37 139 2,330 30 105 570 7,834
1 registered items for which data could not be found


Statistics updated 2017-06-02